Metastable Dynamics above the Glass Transition

The element of metastability is incorporated in the fluctuating nonlinear hydrodynamic description of the mode coupling theory (MCT) of the liquid-glass transition. This is achieved through the introduction of the defect density variable $n$ into the set of slow variables with the mass density $\rho$ and the momentum density ${\bf g}$. As a first approximation, we consider the case where motions associated with $n$ are much slower than those associated with $\rho$. Self-consistently, assuming one is near a critical surface in the MCT sense, we find that the observed slowing down of the dynamics corresponds to a certain limit of a very shallow metastable well and a weak coupling between $\rho$ and $n$. The metastability parameters as well as the exponents describing the observed sequence of time relaxations are given as smooth functions of the temperature without any evidence for a special temperature. We then investigate the case where the defect dynamics is included. We find that the slowing down of the dynamics corresponds to the system arranging itself such that the kinetic coefficient $\gamma_v$ governing the diffusion of the defects approaches from above a small temperature-dependent value $\gamma^c_v$.Comment: 38 pages, 14 figures (6 figs. are included as a uuencoded tar- compressed file. The rest is available upon request.), RevTEX3.0+eps

Fluctuation-Response Relations for Multi-Time Correlations

We show that time-correlation functions of arbitrary order for any random variable in a statistical dynamical system can be calculated as higher-order response functions of the mean history of the variable. The response is to a ``control term'' added as a modification to the master equation for statistical distributions. The proof of the relations is based upon a variational characterization of the generating functional of the time-correlations. The same fluctuation-response relations are preserved within moment-closures for the statistical dynamical system, when these are constructed via the variational Rayleigh-Ritz procedure. For the 2-time correlations of the moment-variables themselves, the fluctuation-response relation is equivalent to an ``Onsager regression hypothesis'' for the small fluctuations. For correlations of higher-order, there is a new effect in addition to such linear propagation of fluctuations present instantaneously: the dynamical generation of correlations by nonlinear interaction of fluctuations. In general, we discuss some physical and mathematical aspects of the {\it Ans\"{a}tze} required for an accurate calculation of the time correlations. We also comment briefly upon the computational use of these relations, which is well-suited for automatic differentiation tools. An example will be given of a simple closure for turbulent energy decay, which illustrates the numerical application of the relations.Comment: 28 pages, 1 figure, submitted to Phys. Rev.

Mode-coupling theory and the fluctuation-dissipation theorem for nonlinear Langevin equations with multiplicative noise

In this letter, we develop a mode-coupling theory for a class of nonlinear Langevin equations with multiplicative noise using a field theoretic formalism. These equations are simplified models of realistic colloidal suspensions. We prove that the derived equations are consistent with the fluctuation-dissipation theorem. We also discuss the generalization of the result given here to real fluids, and the possible description of supercooled fluids in the aging regime. We demonstrate that the standard idealized mode-coupling theory is not consistent with the FDT in a strict field theoretic sense.Comment: 14 pages, to appear in J. Phys.

Short-time scaling behavior of growing interfaces

The short-time evolution of a growing interface is studied within the framework of the dynamic renormalization group approach for the Kadar-Parisi-Zhang (KPZ) equation and for an idealized continuum model of molecular beam epitaxy (MBE). The scaling behavior of response and correlation functions is reminiscent of the ``initial slip'' behavior found in purely dissipative critical relaxation (model A) and critical relaxation with conserved order parameter (model B), respectively. Unlike model A the initial slip exponent for the KPZ equation can be expressed by the dynamical exponent z. In 1+1 dimensions, for which z is known exactly, the analytical theory for the KPZ equation is confirmed by a Monte-Carlo simulation of a simple ballistic deposition model. In 2+1 dimensions z is estimated from the short-time evolution of the correlation function.Comment: 27 pages LaTeX with epsf style, 4 figures in eps format, submitted to Phys. Rev.

Renormalized kinetic theory of classical fluids in and out of equilibrium

We present a theory for the construction of renormalized kinetic equations to describe the dynamics of classical systems of particles in or out of equilibrium. A closed, self-consistent set of evolution equations is derived for the single-particle phase-space distribution function $f$, the correlation function $C=$, the retarded and advanced density response functions $\chi^{R,A}=\delta f/\delta\phi$ to an external potential $\phi$, and the associated memory functions $\Sigma^{R,A,C}$. The basis of the theory is an effective action functional $\Omega$ of external potentials $\phi$ that contains all information about the dynamical properties of the system. In particular, its functional derivatives generate successively the single-particle phase-space density $f$ and all the correlation and density response functions, which are coupled through an infinite hierarchy of evolution equations. Traditional renormalization techniques are then used to perform the closure of the hierarchy through memory functions. The latter satisfy functional equations that can be used to devise systematic approximations. The present formulation can be equally regarded as (i) a generalization to dynamical problems of the density functional theory of fluids in equilibrium and (ii) as the classical mechanical counterpart of the theory of non-equilibrium Green's functions in quantum field theory. It unifies and encompasses previous results for classical Hamiltonian systems with any initial conditions. For equilibrium states, the theory reduces to the equilibrium memory function approach. For non-equilibrium fluids, popular closures (e.g. Landau, Boltzmann, Lenard-Balescu) are simply recovered and we discuss the correspondence with the seminal approaches of Martin-Siggia-Rose and of Rose.and we discuss the correspondence with the seminal approaches of Martin-Siggia-Rose and of Rose.Comment: 63 pages, 10 figure

Domain wall roughening in dipolar films in the presence of disorder

We derive a low-energy Hamiltonian for the elastic energy of a N\'eel domain wall in a thin film with in-plane magnetization, where we consider the contribution of the long-range dipolar interaction beyond the quadratic approximation. We show that such a Hamiltonian is analogous to the Hamiltonian of a one-dimensional polaron in an external random potential. We use a replica variational method to compute the roughening exponent of the domain wall for the case of two-dimensional dipolar interactions.Comment: REVTEX, 35 pages, 2 figures. The text suffered minor changes and references 1,2 and 12 were added to conform with the referee's repor

Non-Linear Stochastic Equations with Calculable Steady States

We consider generalizations of the Kardar--Parisi--Zhang equation that accomodate spatial anisotropies and the coupled evolution of several fields, and focus on their symmetries and non-perturbative properties. In particular, we derive generalized fluctuation--dissipation conditions on the form of the (non-linear) equations for the realization of a Gaussian probability density of the fields in the steady state. For the amorphous growth of a single height field in one dimension we give a general class of equations with exactly calculable (Gaussian and more complicated) steady states. In two dimensions, we show that any anisotropic system evolves on long time and length scales either to the usual isotropic strong coupling regime or to a linear-like fixed point associated with a hidden symmetry. Similar results are derived for textural growth equations that couple the height field with additional order parameters which fluctuate on the growing surface. In this context, we propose phenomenological equations for the growth of a crystalline material, where the height field interacts with lattice distortions, and identify two special cases that obtain Gaussian steady states. In the first case compression modes influence growth and are advected by height fluctuations, while in the second case it is the density of dislocations that couples with the height.Comment: 9 pages, revtex

Nonequilibrium critical dynamics of the relaxational models C and D

We investigate the critical dynamics of the $n$-component relaxational models C and D which incorporate the coupling of a nonconserved and conserved order parameter S, respectively, to the conserved energy density rho, under nonequilibrium conditions by means of the dynamical renormalization group. Detailed balance violations can be implemented isotropically by allowing for different effective temperatures for the heat baths coupling to the slow modes. In the case of model D with conserved order parameter, the energy density fluctuations can be integrated out. For model C with scalar order parameter, in equilibrium governed by strong dynamic scaling (z_S = z_rho), we find no genuine nonequilibrium fixed point. The nonequilibrium critical dynamics of model C with n = 1 thus follows the behavior of other systems with nonconserved order parameter wherein detailed balance becomes effectively restored at the phase transition. For n >= 4, the energy density decouples from the order parameter. However, for n = 2 and n = 3, in the weak dynamic scaling regime (z_S <= z_rho) entire lines of genuine nonequilibrium model C fixed points emerge to one-loop order, which are characterized by continuously varying critical exponents. Similarly, the nonequilibrium model C with spatially anisotropic noise and n < 4 allows for continuously varying exponents, yet with strong dynamic scaling. Subjecting model D to anisotropic nonequilibrium perturbations leads to genuinely different critical behavior with softening only in subsectors of momentum space and correspondingly anisotropic scaling exponents. Similar to the two-temperature model B the effective theory at criticality can be cast into an equilibrium model D dynamics, albeit incorporating long-range interactions of the uniaxial dipolar type.Comment: Revtex, 23 pages, 5 eps figures included (minor additions), to appear in Phys. Rev.

Two-Loop Renormalization Group Analysis of the Burgers-Kardar-Parisi-Zhang Equation

A systematic analysis of the Burgers--Kardar--Parisi--Zhang equation in $d+1$ dimensions by dynamic renormalization group theory is described. The fixed points and exponents are calculated to two--loop order. We use the dimensional regularization scheme, carefully keeping the full $d$ dependence originating from the angular parts of the loop integrals. For dimensions less than $d_c=2$ we find a strong--coupling fixed point, which diverges at $d=2$, indicating that there is non--perturbative strong--coupling behavior for all $d \geq 2$. At $d=1$ our method yields the identical fixed point as in the one--loop approximation, and the two--loop contributions to the scaling functions are non--singular. For $d>2$ dimensions, there is no finite strong--coupling fixed point. In the framework of a $2+\epsilon$ expansion, we find the dynamic exponent corresponding to the unstable fixed point, which describes the non--equilibrium roughening transition, to be $z = 2 + {\cal O} (\epsilon^3)$, in agreement with a recent scaling argument by Doty and Kosterlitz. Similarly, our result for the correlation length exponent at the transition is $1/\nu = \epsilon + {\cal O} (\epsilon^3)$. For the smooth phase, some aspects of the crossover from Gaussian to critical behavior are discussed.Comment: 24 pages, written in LaTeX, 8 figures appended as postscript, EF/UCT--94/3, to be published in Phys. Rev. E

Stochastic climate theory and modeling

Stochastic methods are a crucial area in contemporary climate research and are increasingly being used in comprehensive weather and climate prediction models as well as reduced order climate models. Stochastic methods are used as subgrid-scale parameterizations (SSPs) as well as for model error representation, uncertainty quantification, data assimilation, and ensemble prediction. The need to use stochastic approaches in weather and climate models arises because we still cannot resolve all necessary processes and scales in comprehensive numerical weather and climate prediction models. In many practical applications one is mainly interested in the largest and potentially predictable scales and not necessarily in the small and fast scales. For instance, reduced order models can simulate and predict large-scale modes. Statistical mechanics and dynamical systems theory suggest that in reduced order models the impact of unresolved degrees of freedom can be represented by suitable combinations of deterministic and stochastic components and non-Markovian (memory) terms. Stochastic approaches in numerical weather and climate prediction models also lead to the reduction of model biases. Hence, there is a clear need for systematic stochastic approaches in weather and climate modeling. In this review, we present evidence for stochastic effects in laboratory experiments. Then we provide an overview of stochastic climate theory from an applied mathematics perspective. We also survey the current use of stochastic methods in comprehensive weather and climate prediction models and show that stochastic parameterizations have the potential to remedy many of the current biases in these comprehensive models